Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 406'073 CHF | 408'573 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 400'862 CHF | 403'362 CHF | 99.91% | 99.91% |
18.11.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 406'144 CHF | 408'644 CHF | 99.91% | 99.91% |
15.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 405'596 CHF | 408'096 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 411'998 CHF | 414'498 CHF | 100.00% | 100.00% |
13.11.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 391'872 CHF | 394'372 CHF | 100.00% | 100.00% |
12.11.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 390'382 CHF | 392'882 CHF | 99.70% | 99.70% |
11.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 379'938 CHF | 382'438 CHF | 99.91% | 99.91% |
08.11.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 353'734 CHF | 356'234 CHF | 100.00% | 100.00% |
07.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 353'102 CHF | 355'602 CHF | 95.89% | 95.89% |